| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -80.97% | 21.46% |
| Max Drawdown | -89.46% | -26.06% |
| Sharpe | -0.42 | 0.71 |
| Sortino | -0.44 | 1.03 |
| Payoff Ratio | 0.79 | 1.06 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | 0.99 | 1.12 |
| CPC Index | 0.3 | 0.61 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 7.55 | 3.89 |
| Outlier Loss Ratio | 4.93 | 2.96 |
| Volatility (ann.) | 101.67% | 51.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.97 | 1.01 |
| Skew | -15.06 | -0.19 |
| Kurtosis | 251.16 | 2.96 |
| Expected Daily % | -0.54% | 0.06% |
| Expected Monthly % | -15.29% | 1.96% |
| Expected Yearly % | -56.37% | 10.21% |
| Kelly Criterion | -20.19% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.87% | -4.32% |
| Expected Shortfall (cVaR) | -8.87% | -4.32% |
| Year | BTCUSD | configs/btc_100/build.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 70.53 | 1.92 | + |
| 2025 | -11.15 | -88.84 | 7.97 | - |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -88.39% | 2.87% |
| 3M | -88.85% | -13.04% |
| 6M | -83.65% | 24.54% |
| YTD | -88.84% | -11.15% |
| 1Y | -80.97% | 21.46% |
| 3Y (ann.) | -86.45% | 26.39% |
| 5Y (ann.) | -86.45% | 26.39% |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -89.46% | -26.06% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -7.72% | -8.25% |
| Avg. Drawdown Days | 16.0 | 31.0 |
| Recovery Factor | -0.91 | 0.82 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -89.46 | 28 |
| 2024-07-02 | 2024-07-15 | -9.24 | 13 |
| 2024-12-17 | 2025-03-02 | -7.09 | 75 |
| 2024-08-09 | 2024-10-12 | -5.37 | 64 |
| 2024-07-22 | 2024-08-08 | -4.97 | 17 |
| 2024-11-23 | 2024-12-15 | -3.86 | 22 |
| 2024-10-30 | 2024-11-06 | -3.32 | 7 |
| 2024-11-14 | 2024-11-15 | -2.65 | 1 |
| 2024-06-26 | 2024-06-30 | -1.55 | 4 |
| 2024-07-17 | 2024-07-19 | -1.30 | 2 |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.63% | 9.49% |
| Worst Day | -88.32% | -13.23% |
| Best Week | 17.49% | 15.41% |
| Worst Week | -88.35% | -18.81% |
| Best Month | 33.88% | 34.43% |
| Worst Month | -88.39% | -23.44% |
| Best Year | 70.53% | 36.7% |
| Worst Year | -88.84% | -11.15% |
| Avg. Up Day | 1.06% | 2.01% |
| Avg. Down Day | -1.34% | -1.89% |
| Avg. Up Week | 3.24% | 6.32% |
| Avg. Down Week | -6.16% | -4.96% |
| Avg. Up Month | 12.31% | 16.1% |
| Avg. Down Month | -3.7% | -23.44% |
| Win Days % | 46.84% | 51.49% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 57.78% | 48.89% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |